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Orthogonalizing EM: A design-based least squares algorithm.

ABSTRACT: We introduce an efficient iterative algorithm, intended for various least squares problems, based on a design of experiments perspective. The algorithm, called orthogonalizing EM (OEM), works for ordinary least squares and can be easily extended to penalized least squares. The main idea of the procedure is to orthogonalize a design matrix by adding new rows and then solve the original problem by embedding the augmented design in a missing data framework. We establish several attractive theoretical properties concerning OEM. For the ordinary least squares with a singular regression matrix, an OEM sequence converges to the Moore-Penrose generalized inverse-based least squares estimator. For ordinary and penalized least squares with various penalties, it converges to a point having grouping coherence for fully aliased regression matrices. Convergence and the convergence rate of the algorithm are examined. Finally, we demonstrate that OEM is highly efficient for large-scale least squares and penalized least squares problems, and is considerably faster than competing methods when n is much larger than p. Supplementary materials for this article are available online.

SUBMITTER: Xiong S

PROVIDER: S-EPMC4974022 | biostudies-literature | 2016

REPOSITORIES: biostudies-literature

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Orthogonalizing EM: A design-based least squares algorithm.

Xiong Shifeng S Dai Bin B Huling Jared J Qian Peter Z G PZ

Technometrics : a journal of statistics for the physical, chemical, and engineering sciences 20160708 3

We introduce an efficient iterative algorithm, intended for various least squares problems, based on a design of experiments perspective. The algorithm, called orthogonalizing EM (OEM), works for ordinary least squares and can be easily extended to penalized least squares. The main idea of the procedure is to orthogonalize a design matrix by adding new rows and then solve the original problem by embedding the augmented design in a missing data framework. We establish several attractive theoretic ...[more]

PMID: 27499558

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Project description:BackgroundA reverse engineering of gene regulatory network with large number of genes and limited number of experimental data points is a computationally challenging task. In particular, reverse engineering using linear systems is an under-determined and ill conditioned problem, i.e. the amount of microarray data is limited and the solution is very sensitive to noise in the data. Therefore, the reverse engineering of gene regulatory networks with large number of genes and limited number of data points requires rigorous optimization algorithm.ResultsThis study presents a novel algorithm for reverse engineering with linear systems. The proposed algorithm is a combination of the orthogonal least squares, second order derivative for network pruning, and Bayesian model comparison. In this study, the entire network is decomposed into a set of small networks that are defined as unit networks. The algorithm provides each unit network with P(D|Hi), which is used as confidence level. The unit network with higher P(D|Hi) has a higher confidence such that the unit network is correctly elucidated. Thus, the proposed algorithm is able to locate true positive interactions using P(D|Hi), which is a unique property of the proposed algorithm. The algorithm is evaluated with synthetic and Saccharomyces cerevisiae expression data using the dynamic Bayesian network. With synthetic data, it is shown that the performance of the algorithm depends on the number of genes, noise level, and the number of data points. With Yeast expression data, it is shown that there is remarkable number of known physical or genetic events among all interactions elucidated by the proposed algorithm. The performance of the algorithm is compared with Sparse Bayesian Learning algorithm using both synthetic and Saccharomyces cerevisiae expression data sets. The comparison experiments show that the algorithm produces sparser solutions with less false positives than Sparse Bayesian Learning algorithm.ConclusionFrom our evaluation experiments, we draw the conclusion as follows: 1) Simulation results show that the algorithm can be used to elucidate gene regulatory networks using limited number of experimental data points. 2) Simulation results also show that the algorithm is able to handle the problem with noisy data. 3) The experiment with Yeast expression data shows that the proposed algorithm reliably elucidates known physical or genetic events. 4) The comparison experiments show that the algorithm more efficiently performs than Sparse Bayesian Learning algorithm with noisy and limited number of data.

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Orthogonalizing EM: A design-based least squares algorithm.

Publications

Orthogonalizing EM: A design-based least squares algorithm.

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